Sensitivity analysis for the generalized Cholesky factorization.

Mahvish Samar Aamir Farooq Hanyu Li Chunlai Mu

Published in: Appl. Math. Comput. (2019)

Keyphrases

sensitivity analysis
managerial insights
influence diagrams
variational inequalities
matrix factorization
pairwise
decision variables
high dimensional
probabilistic model
dynamic programming
low rank
tensor factorization